+139.7%
GD vs ZCMD
-100.0%
+239.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +2.0% | -1.7% |
| 7D | -5.3% | -8.0% | +2.7% | -5.2% |
| 30D | -6.4% | -27.9% | +21.5% | -6.2% |
| 3M | +5.7% | -74.6% | +80.3% | +5.1% |
| 6M | -0.9% | -99.5% | +98.5% | +1.8% |
| YTD | +8.2% | -99.7% | +107.9% | +12.2% |
| 1Y | +13.4% | -99.9% | +113.3% | +18.8% |
| 3Y | +68.5% | -100.0% | +168.5% | +80.5% |
| 5Y | +97.2% | -100.0% | +197.1% | +111.6% |
| All | +139.7% | -100.0% | +239.6% | +169.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZCMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling